Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
1,112.4 |
1,095.4 |
-17.0 |
-1.5% |
1,130.7 |
High |
1,117.4 |
1,098.9 |
-18.5 |
-1.7% |
1,141.7 |
Low |
1,088.0 |
1,081.9 |
-6.1 |
-0.6% |
1,081.9 |
Close |
1,103.2 |
1,089.7 |
-13.5 |
-1.2% |
1,089.7 |
Range |
29.4 |
17.0 |
-12.4 |
-42.2% |
59.8 |
ATR |
22.6 |
22.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
232,575 |
271,810 |
39,235 |
16.9% |
837,111 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.2 |
1,132.4 |
1,099.1 |
|
R3 |
1,124.2 |
1,115.4 |
1,094.4 |
|
R2 |
1,107.2 |
1,107.2 |
1,092.8 |
|
R1 |
1,098.4 |
1,098.4 |
1,091.3 |
1,094.3 |
PP |
1,090.2 |
1,090.2 |
1,090.2 |
1,088.1 |
S1 |
1,081.4 |
1,081.4 |
1,088.1 |
1,077.3 |
S2 |
1,073.2 |
1,073.2 |
1,086.6 |
|
S3 |
1,056.2 |
1,064.4 |
1,085.0 |
|
S4 |
1,039.2 |
1,047.4 |
1,080.4 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,283.8 |
1,246.6 |
1,122.6 |
|
R3 |
1,224.0 |
1,186.8 |
1,106.1 |
|
R2 |
1,164.2 |
1,164.2 |
1,100.7 |
|
R1 |
1,127.0 |
1,127.0 |
1,095.2 |
1,115.7 |
PP |
1,104.4 |
1,104.4 |
1,104.4 |
1,098.8 |
S1 |
1,067.2 |
1,067.2 |
1,084.2 |
1,055.9 |
S2 |
1,044.6 |
1,044.6 |
1,078.7 |
|
S3 |
984.8 |
1,007.4 |
1,073.3 |
|
S4 |
925.0 |
947.6 |
1,056.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,146.0 |
1,081.9 |
64.1 |
5.9% |
22.8 |
2.1% |
12% |
False |
True |
200,564 |
10 |
1,163.0 |
1,081.9 |
81.1 |
7.4% |
22.9 |
2.1% |
10% |
False |
True |
196,111 |
20 |
1,163.0 |
1,080.1 |
82.9 |
7.6% |
19.8 |
1.8% |
12% |
False |
False |
155,785 |
40 |
1,227.5 |
1,075.2 |
152.3 |
14.0% |
24.7 |
2.3% |
10% |
False |
False |
174,967 |
60 |
1,227.5 |
1,028.0 |
199.5 |
18.3% |
22.3 |
2.0% |
31% |
False |
False |
122,366 |
80 |
1,227.5 |
987.3 |
240.2 |
22.0% |
20.7 |
1.9% |
43% |
False |
False |
92,535 |
100 |
1,227.5 |
950.1 |
277.4 |
25.5% |
19.5 |
1.8% |
50% |
False |
False |
74,344 |
120 |
1,227.5 |
933.5 |
294.0 |
27.0% |
18.0 |
1.7% |
53% |
False |
False |
62,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.2 |
2.618 |
1,143.4 |
1.618 |
1,126.4 |
1.000 |
1,115.9 |
0.618 |
1,109.4 |
HIGH |
1,098.9 |
0.618 |
1,092.4 |
0.500 |
1,090.4 |
0.382 |
1,088.4 |
LOW |
1,081.9 |
0.618 |
1,071.4 |
1.000 |
1,064.9 |
1.618 |
1,054.4 |
2.618 |
1,037.4 |
4.250 |
1,009.7 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
1,090.4 |
1,111.8 |
PP |
1,090.2 |
1,104.4 |
S1 |
1,089.9 |
1,097.1 |
|